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Chapter 7

Defining the Learning Task

Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.

18 referenced in this chapter 48 further reading

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A Simple Sequentially Rejective Multiple Test Procedure on JSTOR
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The seven tools of causal inference, with reflections on machine learning
Judea Pearl (2019)
Advances in Financial Machine Learning
Marcos Lopez de Prado (2018)
Open Source Cross-Sectional Asset Pricing
Andrew Y. Chen and Tom Zimmermann (2021)
Making sense of sensitivity: extending omitted variable bias
Carlos Cinelli and Chad Hazlett (2020)
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